2020-01-15 |
MARKET DATA |
No 9 (3787) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
625,00 |
638,29 |
19 |
420,00 |
434,13 |
4 |
1 045,00 |
1 072,42 |
23 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0420 |
PL0000108510 |
100,01 |
100,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0720 |
PL0000110375 |
99,35 |
99,39 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1020 |
PL0000106126 |
102,97 |
103,07 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0421 |
PL0000108916 |
100,66 |
100,63 |
100,660 |
100,660 |
100,630 |
100,630 |
100,633 |
615 000 |
627,87 |
17 |
OK0521 |
PL0000111274 |
97,96 |
98,11 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0721 |
PL0000109153 |
100,32 |
100,35 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
107,30 |
107,40 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0422 |
PL0000109492 |
101,38 |
101,47 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0722 |
PL0000112165 |
95,88 |
96,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0922 |
PL0000102646 |
110,58 |
110,64 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0123 |
PL0000110151 |
102,73 |
102,32 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1023 |
PL0000107264 |
108,00 |
108,16 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0424 |
PL0000111191 |
102,64 |
102,70 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS1024 |
PL0000111720 |
101,43 |
101,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0725 |
PL0000108197 |
106,25 |
106,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0726 |
PL0000108866 |
102,11 |
102,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS0727 |
PL0000109427 |
102,20 |
102,15 |
102,200 |
102,200 |
102,200 |
102,200 |
102,200 |
5 000 |
5,17 |
1 |
WS0428 |
PL0000107611 |
103,89 |
103,92 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
131,46 |
130,94 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1029 |
PL0000111498 |
104,55 |
104,50 |
104,500 |
104,500 |
104,500 |
104,500 |
104,500 |
5 000 |
5,26 |
1 |
WS0437 |
PL0000104857 |
113,98 |
153,96 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0447 |
PL0000109765 |
0,00 |
127,25 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0823 |
PL0000105359 |
114,97 |
115,20 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0120 |
PL0000108601 |
100,01 |
100,02 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
100,46 |
100,60 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1122 |
PL0000109377 |
100,40 |
100,46 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0124 |
PL0000107454 |
100,04 |
100,12 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0524 |
PL0000110615 |
100,03 |
100,06 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0525 |
PL0000111738 |
99,35 |
99,50 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0126 |
PL0000108817 |
99,00 |
99,10 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0528 |
PL0000110383 |
98,16 |
98,17 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ1129 |
PL0000111928 |
97,81 |
97,90 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
625 000 |
638,29 |
19 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1021 |
XS1306382364 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0925 |
XS1288467605 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0126 |
XS1346201616 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0527 |
XS1209947271 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1027 |
XS1584894650 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1028 |
XS1508566392 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0136 |
XS1346201889 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR1046 |
XS1508566558 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
99,99 |
100,12 |
1,52 |
1,04 |
100,06 |
1,26 |
OK0720 |
PL0000110375 |
99,31 |
99,48 |
1,34 |
1,01 |
99,40 |
1,16 |
DS1020 |
PL0000106126 |
102,95 |
103,14 |
1,36 |
1,13 |
103,05 |
1,24 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,75 |
1,51 |
1,40 |
100,68 |
1,45 |
OK0521 |
PL0000111274 |
97,95 |
98,15 |
1,54 |
1,39 |
98,05 |
1,47 |
PS0721 |
PL0000109153 |
100,30 |
100,42 |
1,54 |
1,46 |
100,36 |
1,50 |
DS1021 |
PL0000106670 |
107,28 |
107,45 |
1,54 |
1,45 |
107,37 |
1,49 |
PS0422 |
PL0000109492 |
101,33 |
101,51 |
1,65 |
1,57 |
101,42 |
1,61 |
OK0722 |
PL0000112165 |
95,86 |
96,07 |
1,69 |
1,60 |
95,97 |
1,65 |
WS0922 |
PL0000102646 |
110,51 |
110,73 |
1,70 |
1,63 |
110,62 |
1,66 |
WZ1122 |
PL0000109377 |
100,36 |
100,52 |
--- |
--- |
100,44 |
--- |
PS0123 |
PL0000110151 |
102,15 |
102,43 |
1,76 |
1,67 |
102,29 |
1,71 |
IZ0823 |
PL0000105359 |
114,73 |
115,44 |
--- |
--- |
115,09 |
--- |
DS1023 |
PL0000107264 |
107,90 |
108,18 |
1,81 |
1,74 |
108,04 |
1,77 |
WZ0124 |
PL0000107454 |
99,95 |
100,16 |
--- |
--- |
100,06 |
--- |
PS0424 |
PL0000111191 |
102,51 |
102,79 |
1,88 |
1,81 |
102,65 |
1,85 |
WZ0524 |
PL0000110615 |
99,88 |
100,14 |
--- |
--- |
100,01 |
--- |
PS1024 |
PL0000111720 |
101,34 |
101,57 |
1,95 |
1,90 |
101,46 |
1,92 |
WZ0525 |
PL0000111738 |
99,26 |
99,62 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
106,04 |
106,33 |
2,08 |
2,02 |
106,19 |
2,05 |
WZ0126 |
PL0000108817 |
98,92 |
99,15 |
--- |
--- |
99,04 |
--- |
DS0726 |
PL0000108866 |
102,01 |
102,27 |
2,16 |
2,12 |
102,14 |
2,14 |
DS0727 |
PL0000109427 |
101,85 |
102,19 |
2,23 |
2,18 |
102,02 |
2,20 |
WS0428 |
PL0000107611 |
103,62 |
104,03 |
2,26 |
2,21 |
103,83 |
2,24 |
WZ0528 |
PL0000110383 |
98,03 |
98,28 |
--- |
--- |
98,16 |
--- |
WS0429 |
PL0000105391 |
130,34 |
130,96 |
2,11 |
2,05 |
130,65 |
2,08 |
DS1029 |
PL0000111498 |
104,18 |
104,60 |
2,27 |
2,22 |
104,39 |
2,24 |
WZ1129 |
PL0000111928 |
97,56 |
98,05 |
--- |
--- |
97,81 |
--- |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
PS0420 |
PL0000108510 |
99,99 |
100,12 |
1,52 |
1,04 |
100,06 |
1,26 |
OK0720 |
PL0000110375 |
99,32 |
99,42 |
1,32 |
1,12 |
99,37 |
1,22 |
DS1020 |
PL0000106126 |
102,92 |
103,09 |
1,40 |
1,19 |
103,01 |
1,29 |
WZ0121 |
PL0000106068 |
100,43 |
100,62 |
--- |
--- |
100,53 |
--- |
PS0421 |
PL0000108916 |
100,61 |
100,70 |
1,51 |
1,44 |
100,66 |
1,47 |
OK0521 |
PL0000111274 |
97,92 |
98,12 |
1,57 |
1,41 |
98,02 |
1,49 |
PS0721 |
PL0000109153 |
100,26 |
100,39 |
1,57 |
1,48 |
100,33 |
1,52 |
DS1021 |
PL0000106670 |
107,23 |
107,41 |
1,57 |
1,47 |
107,32 |
1,52 |
PS0422 |
PL0000109492 |
101,32 |
101,50 |
1,65 |
1,57 |
101,41 |
1,61 |
OK0722 |
PL0000112165 |
95,86 |
96,05 |
1,69 |
1,61 |
95,96 |
1,65 |
WS0922 |
PL0000102646 |
110,53 |
110,73 |
1,70 |
1,63 |
110,63 |
1,66 |
WZ1122 |
PL0000109377 |
100,36 |
100,51 |
--- |
--- |
100,44 |
--- |
PS0123 |
PL0000110151 |
102,15 |
102,34 |
1,76 |
1,70 |
102,25 |
1,73 |
IZ0823 |
PL0000105359 |
114,85 |
115,35 |
--- |
--- |
115,10 |
--- |
DS1023 |
PL0000107264 |
107,93 |
108,18 |
1,80 |
1,74 |
108,06 |
1,77 |
WZ0124 |
PL0000107454 |
99,99 |
100,18 |
--- |
--- |
100,09 |
--- |
PS0424 |
PL0000111191 |
102,53 |
102,74 |
1,88 |
1,82 |
102,64 |
1,85 |
WZ0524 |
PL0000110615 |
99,96 |
100,13 |
--- |
--- |
100,05 |
--- |
PS1024 |
PL0000111720 |
101,35 |
101,52 |
1,95 |
1,91 |
101,44 |
1,93 |
WZ0525 |
PL0000111738 |
99,30 |
99,58 |
--- |
--- |
99,44 |
--- |
DS0725 |
PL0000108197 |
106,10 |
106,36 |
2,07 |
2,02 |
106,23 |
2,04 |
WZ0126 |
PL0000108817 |
98,95 |
99,24 |
--- |
--- |
99,10 |
--- |
DS0726 |
PL0000108866 |
101,94 |
102,32 |
2,18 |
2,11 |
102,13 |
2,14 |
DS0727 |
PL0000109427 |
101,85 |
102,23 |
2,23 |
2,17 |
102,04 |
2,20 |
WS0428 |
PL0000107611 |
103,78 |
104,16 |
2,24 |
2,19 |
103,97 |
2,22 |
WZ0528 |
PL0000110383 |
98,05 |
98,28 |
--- |
--- |
98,17 |
--- |
WS0429 |
PL0000105391 |
130,60 |
131,13 |
2,08 |
2,03 |
130,87 |
2,06 |
DS1029 |
PL0000111498 |
104,33 |
104,65 |
2,25 |
2,21 |
104,49 |
2,23 |
WZ1129 |
PL0000111928 |
97,67 |
98,06 |
--- |
--- |
97,87 |
--- |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
PS0424 |
PL0000111191 |
0/1 |
1 |
0,900 |
0,900 |
0,900 |
150 |
WS0922 |
PL0000102646 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
30 |
PS1024 |
PL0000111720 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
170 |
WZ0524 |
PL0000110615 |
1/8 |
7 |
1,250 |
1,250 |
1,250 |
70 |
TOTAL |
420 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.